R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
bpvars
View on CRAN: Click
here
Download and install bpvars package within the R console
Install from CRAN:
install.packages("bpvars")
Install from Github:
library("remotes")
install_github("cran/bpvars") Install by package version:
library("remotes")
install_version("bpvars", "1.0") Attach the package and use:
library("bpvars")
Maintained by
Tomasz Woźniak
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-12-11
Latest Update: 2025-12-11
Description:
Provides Bayesian estimation and forecasting of dynamic panel data using Bayesian Panel Vector Autoregressions with hierarchical prior distributions. The models include country-specific VARs that share a global prior distribution that extend the model by Jarociński (2010) <doi:10.1002/jae.1082>. Under this prior expected value, each country's system follows a global VAR with country-invariant parameters. Further flexibility is provided by the hierarchical prior structure that retains the Minnesota prior interpretation for the global VAR and features estimated prior covariance matrices, shrinkage, and persistence levels. Bayesian forecasting is developed for models including exogenous variables, allowing conditional forecasts given the future trajectories of some variables and restricted forecasts assuring that rates are forecasted to stay positive and less than 100. The package implements the model specification, estimation, and forecasting routines, facilitating coherent workflows and reproducibility. It also includes automated pseudo-out-of-sample forecasting and computation of forecasting performance measures. Beautiful plots, informative summary functions, and extensive documentation complement all this. An extraordinary computational speed is achieved thanks to employing frontier econometric and numerical techniques and algorithms written in 'C++'. The 'bpvars' package is aligned regarding objects, workflows, and code structure with the 'R' packages 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars> and 'bsvarSIGNs' by Wang & Woźniak (2025) <doi:10.32614/CRAN.package.bsvarSIGNs>, and they constitute an integrated toolset. Copyright: 2025 International Labour Organization.
How to cite:
Tomasz Woźniak (2025). bpvars: Forecasting with Bayesian Panel Vector Autoregressions. R package version 1.0, https://cran.r-project.org/web/packages/bpvars. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:23), 1.0 (2025-12-11 15:00)
Other packages that cited bpvars R package
View bpvars citation profile
Other R packages that bpvars depends,
imports, suggests or enhances
Complete documentation for bpvars
Functions, R codes and Examples using
the bpvars R package
Full bpvars package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
enrichwith
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Ioannis Kosmidis (view profile)
bbricks
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Haotian Chen (view profile)
BayesESS
Determines effective sample size of a parametric prior distribution
in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jaejoon Song (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
modelwordcloud
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Peter Hurford (view profile)
28,083
R Packages
239,283
Dependencies
74,457
Author Associations
28,084
Publication Badges
